https://github.com/dcajasn/Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
https://github.com/dcajasn/Riskfolio-Lib

asset-allocation convex-optimization cvar-optimization cvxpy drawdown-model duration-matching efficient-frontier finance investment investment-analysis portfolio-management portfolio-optimization principal-components-regression quantitative-finance risk-contribution risk-factors risk-parity sharpe-ratio stepwise-regression trading

Last synced: over 1 year ago
JSON representation

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

• Host: GitHub
• URL: https://github.com/dcajasn/Riskfolio-Lib
• Owner: dcajasn
• License: bsd-3-clause
• Created: 2020-03-02T19:49:06.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2025-02-11T20:07:58.000Z (over 1 year ago)
• Last Synced: 2025-03-18T19:11:57.852Z (over 1 year ago)
• Topics: asset-allocation, convex-optimization, cvar-optimization, cvxpy, drawdown-model, duration-matching, efficient-frontier, finance, investment, investment-analysis, portfolio-management, portfolio-optimization, principal-components-regression, quantitative-finance, risk-contribution, risk-factors, risk-parity, sharpe-ratio, stepwise-regression, trading
• Language: C++
• Homepage: https://riskfolio-lib.readthedocs.io/en/latest/
• Size: 157 MB
• Stars: 3,285
• Watchers: 83
• Forks: 545
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: CHANGELOG.rst
  • Funding: .github/FUNDING.yml
  • License: LICENSE-XL.txt
  • Authors: AUTHORS.rst

Awesome Lists containing this project

• awesome-systematic-trading - Riskfolio-Lib - commit/dcajasn/Riskfolio-Lib/master)  | C++, Python | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python (Analytic tools / Optimization)
• awesome-quant - Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. (Python / Risk Analysis)
• Awesome_AI4Finance - Riskfolio-Lib - Lib?style=flat-square) | Portfolio optimization and quantitative strategic asset allocation. Supports 20+ risk measures. | (Portfolio Management & Risk)
• awesome-systematic-trading - Riskfolio-Lib - Lib) |  | (Analytics / Optimization)
• awesome-quant - github.com/dcajasn/Riskfolio-Lib
• awesome-options-analytics - Riskfolio-Lib - Portfolio optimization library covering Kelly and entropy-based risk measures applicable to options portfolios. (Kelly Criterion and Position Sizing / Tools)
• awesome-quant - dcajasn/Riskfolio-Lib - 05-31 · license BSD-3-Clause (Portfolio Optimization)